Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
15/08/2024 | 0,85% | 118,00 % | 119,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 588 467 CHF | 593 467 CHF | 100,00% | 100,00% |
14/08/2024 | 0,85% | 117,40 % | 118,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 585 749 CHF | 590 749 CHF | 99,51% | 99,51% |
13/08/2024 | 0,68% | 116,50 % | 117,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 582 090 CHF | 586 090 CHF | 100,00% | 100,00% |
12/08/2024 | 0,68% | 116,80 % | 117,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 584 424 CHF | 588 424 CHF | 97,86% | 97,86% |
09/08/2024 | 0,85% | 116,50 % | 117,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 582 461 CHF | 587 461 CHF | 99,99% | 99,99% |
08/08/2024 | 0,86% | 116,10 % | 117,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 578 849 CHF | 583 849 CHF | 99,99% | 99,99% |
07/08/2024 | 0,69% | 116,50 % | 117,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 579 993 CHF | 583 993 CHF | 100,00% | 100,00% |
06/08/2024 | 0,69% | 114,80 % | 115,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 575 247 CHF | 579 247 CHF | 100,00% | 100,00% |
02/08/2024 | 0,85% | 116,60 % | 117,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 585 160 CHF | 590 160 CHF | 99,98% | 99,98% |
30/07/2024 | 0,83% | 120,00 % | 121,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 599 518 CHF | 604 518 CHF | 97,72% | 97,72% |